Circular order of edges around vertex
Here what i've made for my problem.
As pointed out, it uses bmesh and BMLoop structures to do it.

# Return edges around param vertex in counter-clockwise order
def connectedEdgesFromVertex_CCW(vertex):

    vertex.link_edges.index_update()
    first_edge = vertex.link_edges[0]

    edges_CCW_order = []

    edge = first_edge
    while edge not in edges_CCW_order:
        edges_CCW_order.append(edge)
        edge = rightEdgeForEdgeRegardToVertex(edge, vertex)

    return edges_CCW_order

# Return the right edge of param edge regard to param vertex
def rightEdgeForEdgeRegardToVertex(edge, vertex):
    right_loop = None

    for loop in edge.link_loops:
        if loop.vert == vertex:
            right_loop = loop
            break
    return loop.link_loop_prev.edge